Documents Liquidity ALM or Market Risk ? Jérôme Lebuchoux. Liquidity Vague concept ? Standard approach ...

Slide 1 Liquidity ALM or Market Risk ? Jérôme Lebuchoux Slide 2 Liquidity Vague concept ? Standard approach  Related to market liquidity on asset (volume, trades, prices,…

Documents Liquidity ALM or Market Risk ?

Liquidity ALM or Market Risk ? Jérôme Lebuchoux Liquidity Vague concept ? Standard approach Related to market liquidity on asset (volume, trades, prices, etcâ¦) microstructure…